Limit processes are obtained for the sequences of partial sums of polynomial regression residuals. Properties of linear and quadratic functionals on the sequences are discussed. Distribution theory for Cramer-von Mises type functionals is obtained. An indication is given of the relevance of these results to the problem of testing for change of regression at unknown times.
Publié le : 1978-03-14
Classification:
Regression residuals,
weak convergence,
Brownian motion,
Cramer-von Mises statistic,
tests for change of parameters at unknown time,
60J65,
62J05
@article{1176344133,
author = {MacNeill, Ian B.},
title = {Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 422-433},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344133}
}
MacNeill, Ian B. Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times. Ann. Statist., Tome 6 (1978) no. 1, pp. 422-433. http://gdmltest.u-ga.fr/item/1176344133/